+829.1%
FCX vs EOG
+4,511.7%
-3,682.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.3% |
| 7D | +4.4% | +7.4% | -3.0% | +0.4% |
| 30D | -16.3% | +2.3% | -18.6% | -17.8% |
| 3M | -12.5% | +9.5% | -21.9% | -17.6% |
| 6M | -8.0% | +17.7% | -25.7% | -18.5% |
| YTD | +20.1% | +52.9% | -32.8% | -9.9% |
| 1Y | +45.9% | +47.7% | -1.7% | +11.3% |
| 3Y | +86.2% | +41.1% | +45.1% | +44.0% |
| 5Y | +57.1% | +108.2% | -51.1% | -5.3% |
| 10Y | +382.5% | +136.3% | +246.2% | +138.9% |
| All | +829.1% | +4,511.7% | -3,682.6% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling